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  • Mixed models and weights

    Dear Statalist,
    I have cross-sectional survey data and I want to determine how much an individual trusts others given the democratic history in his country. My Stata code is:
    mixed trust demcapital male age i.education i.religion i.socialclass lngdppercapita gdpgrowth [w=weight] || Country:, vce(robust)
    After regressing this, Stata replies to me
    "Warning: Sampling weights were specified only at the first level in a multilevel model. If these weights are indicative of overall and not conditional inclusion probabilities, then results may be biased.".
    My variable weight measures the probability of that person in the country being selected for the interview. I have no experience using multilevel models, but my question is if I will obtain in fact biased results since I have no variable that weights the probability of a country being selected.
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